Asymptotic distribution of statistics in time series
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- scientific article; zbMATH DE number 3930128
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Cited in
(35)- Higher order asymptotic theory for time series analysis
- On geometric ergodicity of nonlinear autoregressive models
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Asymptotic expansion of Skorohod integrals
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- Edgeworth's time series model: not AR(1) but same covariance structure
- On the bootstrap for Moran's \(I\) test for spatial dependence
- Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
- Asymptotic spectral theory for nonlinear time series
- Asymptotic expansions for sums of block-variables under weak dependence
- Asymptotic expansion and estimates of Wiener functionals
- Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
- scientific article; zbMATH DE number 4176280 (Why is no real title available?)
- VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
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- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
- scientific article; zbMATH DE number 3930128 (Why is no real title available?)
- ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS
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- Edgeworth expansions for slow-fast systems with finite time-scale separation
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- Stochastic model reduction for slow-fast systems with moderate time scale separation
- Residual-based GARCH bootstrap and second order asymptotic refinement
- Malliavin calculus and martingale expansion
- High order asymptotic expansion for Wiener functionals
- Edgeworth expansions for volatility models
- A higher-order correct fast moving-average bootstrap for dependent data
- Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
- Berry-Esseen theorems under weak dependence
- Edgeworth expansions for Studentized statistics under weak dependence
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